Year to date as of 06/09 | ||||||||||
Term (days) | 06/03 | 06/04 | 06/07 | 06/08 | 06/09 | 1-week Change (bps)* | 5-day Average | 52-wk High | 52-wk Low | |
AA Financial | ||||||||||
1-day | 0.98 | 0.98 | 0.99 | 0.98 | 0.98 | -1.30 | 0.98 | 1.32 | 0.89 | |
7-day | 1.00 | 0.98 | 0.98 | 0.98 | 1.00 | -2.45 | 0.99 | 1.23 | 0.92 | |
15-day | 1.00 | 1.01 | 1.01 | 0.99 | 1.00 | -0.55 | 1.00 | 1.21 | 0.91 | |
30-day | 1.04 | 1.04 | 1.08 | 1.07 | 1.08 | 3.20 | 1.06 | 1.13 | 0.92 | |
60-day | 1.14 | 1.18 | 1.19 | 1.17 | 1.20 | 2.35 | 1.18 | 1.20 | 0.89 | |
90-day | 1.26 | 1.32 | 1.28 | 1.29 | 1.34 | 6.80 | 1.30 | 1.34 | 0.91 | |
AA Nonfinancial | ||||||||||
1-day | 0.99 | 0.98 | 0.98 | 0.98 | 0.97 | -2.75 | 0.98 | 1.31 | 0.89 | |
7-day | 1.02 | 1.01 | 1.00 | 0.99 | 0.97 | -2.20 | 1.00 | 1.23 | 0.90 | |
15-day | 1.00 | 0.99 | 1.00 | 1.07 | 0.99 | -0.25 | 1.01 | 1.18 | 0.95 | |
30-day | 0.98 | 1.04 | 1.06 | 1.05 | 1.05 | 2.85 | 1.04 | 1.11 | 0.91 | |
60-day | 1.11 | 1.11 | 1.14 | 1.13 | 1.19 | 4.10 | 1.14 | 1.19 | 0.90 | |
90-day | 1.23 | − | 1.27 | 1.25 | 1.29 | 5.00 | 1.26 | 1.29 | 0.88 | |
A2/P2 Nonfinancial | ||||||||||
1-day | 1.06 | 1.05 | 1.08 | 1.05 | 1.04 | -1.40 | 1.06 | 1.42 | 1.00 | |
7-day | 1.08 | 1.04 | 1.08 | 1.08 | 1.07 | -2.50 | 1.07 | 1.34 | 1.02 | |
15-day | 1.09 | 1.09 | 1.11 | 1.10 | 1.11 | -1.75 | 1.10 | 1.31 | 1.05 | |
30-day | 1.17 | 1.18 | 1.26 | 1.22 | 1.20 | 6.85 | 1.21 | 1.35 | 1.07 | |
60-day | 1.31 | 1.28 | 1.28 | 1.32 | 1.38 | 8.15 | 1.31 | 1.38 | 1.06 | |
90-day | 1.36 | 1.43 | 1.38 | 1.47 | 1.45 | 7.05 | 1.42 | 1.47 | 1.05 | |
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank |
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Spreads ranging from 16-18 basis points over the three-month, interpolated yield curve on the P1 (Moody's) and F1+ (Fitch) notes, to 160 to 170 over the benchmark on the class D notes.
30m ago -
Broken down by product type, the agency's NJCLASS Standard Fixed product should account for a large majority of the loans, 75.4%. NJCLASS Consolidation will account for the next-largest group, 14.1%.
April 24 -
The notes will price against Treasurys, with spreads expected to fall between 85 and 90 basis points over the benchmark.
April 24 -
The JPMorgan Chase CEO took aim Tuesday at the proposed Basel III endgame rules, hindrances to mergers and bureaucratic burdens. "I would love to have a more productive relationship with regulators, but I think it takes conversation," Dimon said.
April 24 -
Bluegreen Vacation originated the loans and Fitch expressed confidence in its record of good performance as servicer.
April 23 -
Many legal experts think the Supreme Court will rule in favor of the Consumer Financial Protection Bureau in a case challenging its funding. Such a ruling would unleash a flurry of litigation that has been on hold pending the outcome of the constitutional challenge.
April 23